We analytically explore the scaling properties of a general class of nested subgraphs in complex networks, which includes the -core and the -scaffold, among others. We name such class of subgraphs -nested subgraphs due to the fact that they generate families of subgraphs such that . Using the so-called {\em configuration model} it is shown that any family of nested subgraphs over a network with diverging second moment and finite first moment has infinite elements (i.e. lacking a percolation threshold). Moreover, for a scale-free network with the above properties, we show that any nested family of subgraphs is self-similar by looking at the degree distribution. Both numerical simulations and real data are analyzed and display good agreement with our theoretical predictions.

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